A high dimensional nonparametric test for proportional covariance matrices

DOI10.1016/j.jmva.2021.104762zbMath1467.62101OpenAlexW3158224581MaRDI QIDQ2034477

Yan Tian, Kai Xu, Dao-Jiang He

Publication date: 22 June 2021

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104762

zbMATH Keywords

nonparametric testlarge \(p\)small \(n\)proportional covariance model

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

A high-dimensional test for the k-sample Behrens–Fisher problem

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